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Related papers: Economic Models with Chaotic Money Exchange

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The chaotic properties of simple two-dimensional rotation-translation models are explored and simulated. The models are given in difference equation forms, while the corresponding differential equations systems are studied and the resulting…

Chaotic Dynamics · Physics 2007-05-23 Christos H. Skiadas , Charilaos Skiadas

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the social sciences. This class of models can be easily adapted…

Physics and Society · Physics 2013-06-18 Marco Patriarca , Anirban Chakraborti

Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we…

Physics and Society · Physics 2020-03-10 Lennart Fernandes , Jacques Tempere

We consider open multi-agent systems, which are systems subject to frequent arrivals and departures of agents while the studied process takes place. We study the behavior of all-to-all pairwise gossip interactions in such open systems.…

Multiagent Systems · Computer Science 2022-03-17 Charles Monnoyer de Galland , Samuel Martin , Julien M. Hendrickx

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

Statistical Mechanics · Physics 2020-06-24 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

Physics and Society · Physics 2007-05-23 Indrani Bose , Subhasis Banerjee

Modern economies evolved from simpler human exchanges into very convoluted systems. Today, a multitude of aspects can be regulated, tampered with, or left to chance; these are economic {\em degrees of freedom} which together shape the flow…

Physics and Society · Physics 2021-09-22 Luís F Seoane

Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…

Chaotic Dynamics · Physics 2011-09-22 Tobias Galla , J. Doyne Farmer

We propose a minimal multi-agent model for the collective dynamics of opinion formation in the society, by modifying kinetic exchange dynamics studied in the context of income, money or wealth distributions in a society. This model has an…

Physics and Society · Physics 2015-05-19 Mehdi Lallouache , Anindya S. Chakrabarti , Anirban Chakraborti , Bikas K. Chakrabarti

In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by…

General Finance · Quantitative Finance 2008-12-02 R. Lopez-Ruiz , J. Gonzalez-Estevez , M. G. Cosenza , J. R. Sanchez

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

It is known that asset exchange models with symmetric interaction between agents show either a Gibbs/log-normal distribution of assets among the agents or condensation of the entire wealth in the hands of a single agent, depending upon the…

Physics and Society · Physics 2008-12-02 Sitabhra Sinha

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

Condensed Matter · Physics 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

Many models of market dynamics make use of the idea of wealth exchanges among economic agents. A simple analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange…

Physics and Society · Physics 2010-07-14 J. R. Iglesias

We consider a Lattice Gas model in which the sites interact via infinite-ranged random couplings independently distributed with a Gaussian probability density. This is the Lattice Gas analogue of the well known Sherrington-Kirkpatrick Ising…

Statistical Mechanics · Physics 2009-10-30 Francesco M. Russo

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Statistical Finance · Quantitative Finance 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

We propose a novel approach to generate chaotic business cycles in a deterministic setting. Rather than producing chaos endogenously, we consider aggregate economic models with limit cycles and equilibriums, subject them to chaotic…

Chaotic Dynamics · Physics 2015-09-04 Marat Akhmet , Zhanar Akhmetova , Mehmet Onur Fen

Two kinetic exchange models are proposed to explore the dynamics of closed economic markets characterized by random exchanges, saving propensities, and collective transactions. Model I simulates a system where individual transactions occur…

Cellular Automata and Lattice Gases · Physics 2025-02-20 Chuandong Lin , Lijie Cui
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